CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 1.2358 1.2296 -0.0062 -0.5% 1.2258
High 1.2370 1.2374 0.0005 0.0% 1.2337
Low 1.2321 1.2282 -0.0039 -0.3% 1.2211
Close 1.2358 1.2295 -0.0063 -0.5% 1.2259
Range 0.0049 0.0092 0.0044 89.7% 0.0126
ATR 0.0064 0.0066 0.0002 3.1% 0.0000
Volume 0 9 9 11
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2593 1.2536 1.2346
R3 1.2501 1.2444 1.2320
R2 1.2409 1.2409 1.2312
R1 1.2352 1.2352 1.2303 1.2335
PP 1.2317 1.2317 1.2317 1.2308
S1 1.2260 1.2260 1.2287 1.2243
S2 1.2225 1.2225 1.2278
S3 1.2133 1.2168 1.2270
S4 1.2041 1.2076 1.2244
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2645 1.2578 1.2328
R3 1.2520 1.2452 1.2294
R2 1.2394 1.2394 1.2282
R1 1.2327 1.2327 1.2271 1.2361
PP 1.2269 1.2269 1.2269 1.2286
S1 1.2201 1.2201 1.2247 1.2235
S2 1.2143 1.2143 1.2236
S3 1.2018 1.2076 1.2224
S4 1.1892 1.1950 1.2190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2374 1.2256 0.0119 1.0% 0.0046 0.4% 33% True False 1
10 1.2374 1.2211 0.0163 1.3% 0.0055 0.5% 52% True False 4
20 1.2374 1.2142 0.0233 1.9% 0.0051 0.4% 66% True False 8
40 1.2374 1.1716 0.0659 5.4% 0.0056 0.5% 88% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2615
1.618 1.2523
1.000 1.2466
0.618 1.2431
HIGH 1.2374
0.618 1.2339
0.500 1.2328
0.382 1.2317
LOW 1.2282
0.618 1.2225
1.000 1.2190
1.618 1.2133
2.618 1.2041
4.250 1.1891
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 1.2328 1.2328
PP 1.2317 1.2317
S1 1.2306 1.2306

These figures are updated between 7pm and 10pm EST after a trading day.

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